When IB returns error code 200 (No security definition has been found for the request) for futures history requests, the error is ignored if the contract is expired, so Lean can return an empy enumerable without exiting.
Related Issue
Closes #88
Motivation and Context
Requires Documentation Change
How Has This Been Tested?
Unit tests
Lean deployments
Types of changes
[x] Bug fix (non-breaking change which fixes an issue)
[ ] Refactor (non-breaking change which improves implementation)
[ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
[ ] New feature (non-breaking change which adds functionality)
[ ] Breaking change (fix or feature that would cause existing functionality to change)
Description
When IB returns error code 200 (No security definition has been found for the request) for futures history requests, the error is ignored if the contract is expired, so Lean can return an empy enumerable without exiting.
Related Issue
Closes #88
Motivation and Context
Requires Documentation Change
How Has This Been Tested?
Unit tests Lean deployments
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>